-91.6%
SOXS vs ALLY
+4.2%
-95.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.8% | +5.0% | +12.9% |
| 7D | +46.7% | +2.4% | +44.3% | +50.0% |
| 30D | +97.0% | +5.6% | +91.4% | +108.2% |
| 3M | +39.5% | -11.7% | +51.2% | +18.3% |
| 6M | -54.9% | -7.0% | -47.9% | -57.1% |
| YTD | -90.4% | -10.4% | -79.9% | -91.0% |
| 1Y | -91.6% | +2.4% | -94.0% | -89.2% |
| All | -91.6% | +4.2% | -95.9% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling